filterSQP

User manual for filterSQP: This paper describes a software package for the solution of Nonlinear Programming (NLP) problems. The package implements a Sequential Quadratic Programming solver with a “filter” to promote global convergence. The solver runs with a dense or a sparse linear algebra package and a robust QP solver. Keywords: Nonlinear Programming, Sequential Quadratic Programming

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References in zbMATH (referenced in 58 articles )

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  1. Berthold, Timo; Witzig, Jakob: Conflict analysis for MINLP (2021)
  2. Mahajan, Ashutosh; Leyffer, Sven; Linderoth, Jeff; Luedtke, James; Munson, Todd: Minotaur: a mixed-integer nonlinear optimization toolkit (2021)
  3. Kirches, C.; Lenders, F.; Manns, P.: Approximation properties and tight bounds for constrained mixed-integer optimal control (2020)
  4. Leyffer, Sven; Vanaret, Charlie: An augmented Lagrangian filter method (2020)
  5. Weber, Tobias; Sager, Sebastian; Gleixner, Ambros: Solving quadratic programs to high precision using scaled iterative refinement (2019)
  6. Kılınç, Mustafa R.; Linderoth, Jeff; Luedtke, James: Lift-and-project cuts for convex mixed integer nonlinear programs (2017)
  7. Goldberg, Noam; Leyffer, Sven: An active-set method for second-order conic-constrained quadratic programming (2015)
  8. Janka, Dennis: Sequential quadratic programming with indefinite Hessian approximations for nonlinear optimum experimental design for parameter estimation in differential-algebraic equations (2015)
  9. Benson, Hande Y.; Shanno, David F.: Interior-point methods for nonconvex nonlinear programming: cubic regularization (2014)
  10. Hamzeei, Mahdi; Luedtke, James: Linearization-based algorithms for mixed-integer nonlinear programs with convex continuous relaxation (2014)
  11. Kılınç, Mustafa; Linderoth, Jeff; Luedtke, James; Miller, Andrew: Strong-branching inequalities for convex mixed integer nonlinear programs (2014)
  12. Kirches, Christian; Leyffer, Sven: TACO: a toolkit for AMPL control optimization (2013)
  13. Pınar, Mustafa Ç.: Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets (2013)
  14. Benson, Hande Y.: Using interior-point methods within an outer approximation framework for mixed integer nonlinear programming (2012)
  15. Byrd, Richard H.; Lopez-Calva, Gabriel; Nocedal, Jorge: A line search exact penalty method using steering rules (2012)
  16. Drewes, Sarah; Ulbrich, Stefan: Subgradient based outer approximation for mixed integer second order cone programming (2012)
  17. Gould, N. I. M.; Toint, Ph. L.: Erratum to: “Nonlinear programming without a penalty function or a filter” (2012)
  18. Izmailov, A. F.; Solodov, M. V.; Uskov, E. I.: Global convergence of augmented Lagrangian methods applied to optimization problems with degenerate constraints, including problems with complementarity constraints (2012)
  19. Kulkarni, Ankur A.; Shanbhag, Uday V.: Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms (2012)
  20. Shen, Chungen; Leyffer, Sven; Fletcher, Roger: A nonmonotone filter method for nonlinear optimization (2012)

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